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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records

Time domain convergence properties of Lyapunov stable penalty methods

Linear hyperbolic partial differential equations are analyzed using standard techniques to show that a sequence of solutions generated by the Liapunov stable penalty equations approaches the solution of the differential-algebraic equations governing the dynamics of multibody problems arising in linear vibrations. The analysis does not require that the system be conservative and does not impose any specific integration scheme. Variational statements are derived which bound the error in approximation by the norm of the constraint violation obtained in the approximate solutions.

Kurdila, A. J.↗

Robust penalty method for structural synthesis

The Sequential Unconstrained Minimization Technique (SUMT) offers an easy way of solving nonlinearly constrained problems. However, this algorithm frequently suffers from the need to minimize an ill-conditioned penalty function. An ill-conditioned minimization problem can be solved very effectively by posing the problem as one of integrating a system of stiff differential equations utilizing concepts from singular perturbation theory. This paper evaluates the robustness and the reliability of such a singular perturbation based SUMT algorithm on two different problems of structural optimization of widely separated scales. The report concludes that whereas conventional SUMT can be bogged down by frequent ill-conditioning, especially in large scale problems, the singular perturbation SUMT has no such difficulty in converging to very accurate solutions.

Kamat, M. P.↗

A stable penalty method for the compressible Navier-Stokes equations. 1: Open boundary conditions

The purpose of this paper is to present asymptotically stable open boundary conditions for the numerical approximation of the compressible Navier-Stokes equations in three spatial dimensions. The treatment uses the conservation form of the Navier-Stokes equations and utilizes linearization and localization at the boundaries based on these variables. The proposed boundary conditions are applied through a penalty procedure, thus ensuring correct behavior of the scheme as the Reynolds number tends to infinity. The versatility of this method is demonstrated for the problem of a compressible flow past a circular cylinder.

Hesthaven, J. S.↗

N-person differential games. Part 2: The penalty method

The equilibrium strategy for N-person differential games can be found by studying a min-max problem subject to differential systems constraints. The differential constraints are penalized and finite elements are used to compute numerical solutions. Convergence proof and error estimates are given. Numerical results are also included and compared with those obtained by the dual method.

Chen, G.↗

An Adaptive Multiparameter Penalty Selection Method for Multiconstraint and Multiblock ADMM

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functions with block matrix components. ADMM is widely used for solving constrained optimization problems in a variety of fields, including signal and image processing. Implementations of ADMM often utilize a single hyperparameter, referred to as the penalty parameter, which needs to be tuned to control the rate of convergence. However, in problems with multiple constraints, ADMM may demonstrate slow convergence regardless of penalty parameter selection due to scale differences between constraints. Accounting for scale differences between constraints to improve convergence in these cases requires introducing a penalty parameter for each constraint. The proposed method is able to adaptively account for differences in scale between constraints, providing robustness with respect to problem transformations and initial selection of penalty parameters. It is also simple to understand and implement. Our numerical experiments demonstrate that the proposed method performs favorably compared to a variety of existing penalty parameter selection methods.

97 MATHEMATICS AND COMPUTING↗

The Fractional Step Method Applied to Simulations of Natural Convective Flows

This paper describes research done to apply the Fractional Step Method to finite-element simulations of natural convective flows in pure liquids, permeable media, and in a directionally solidified metal alloy casting. The Fractional Step Method has been applied commonly to high Reynold's number flow simulations, but is less common for low Reynold's number flows, such as natural convection in liquids and in permeable media. The Fractional Step Method offers increased speed and reduced memory requirements by allowing non-coupled solution of the pressure and the velocity components. The Fractional Step Method has particular benefits for predicting flows in a directionally solidified alloy, since other methods presently employed are not very efficient. Previously, the most suitable method for predicting flows in a directionally solidified binary alloy was the penalty method. The penalty method requires direct matrix solvers, due to the penalty term. The Fractional Step Method allows iterative solution of the finite element stiffness matrices, thereby allowing more efficient solution of the matrices. The Fractional Step Method also lends itself to parallel processing, since the velocity component stiffness matrices can be built and solved independently of each other. The finite-element simulations of a directionally solidified casting are used to predict macrosegregation in directionally solidified castings. In particular, the finite-element simulations predict the existence of 'channels' within the processing mushy zone and subsequently 'freckles' within the fully processed solid, which are known to result from macrosegregation, or what is often referred to as thermo-solutal convection. These freckles cause material property non-uniformities in directionally solidified castings; therefore many of these castings are scrapped. The phenomenon of natural convection in an alloy under-going directional solidification, or thermo-solutal convection, will be explained. The development of the momentum and continuity equations for natural convection in a fluid, a permeable medium, and in a binary alloy undergoing directional solidification will be presented. Finally, results for natural convection in a pure liquid, natural convection in a medium with a constant permeability, and for directional solidification will be presented.

Westra, Douglas G.↗

Constrained or unconstrained? Neural-network-based equation discovery from data

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.

Data-driven discovery↗

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗

A least-squares finite element method for incompressible Navier-Stokes problem

Most finite element schemes for solving the Navier-Stokes equations can be categorized into the Galerkin mixed method and the penalty method. The mixed method leads to a saddle-point problem. In order to guarantee the existence of a solution, the combination of velocity and pressure interpolations requires satisfaction of the Ladyzhenskaya Babuska Brezzi (LBB) consistency condition which precludes the use of equal order interpolations and many seemingly natural pairs of velocity and pressure elements. In a previous paper a least-squares finite element method based on the first order velocity-pressure-vorticity formulation for the Stokes problem was proposed. This method leads to a minimization problem. The choice of combination of elements is thus not subject to the LBB condition. The numerical experiments exhibit the optimal rate of convergence for all variables with equal order interpolations. A theoretical error analysis supports the numerical results. In this paper the least-squares finite element method is extended to solving the incompressible Navier-Stokes problem.

Jiang, Bonan↗

The Davidon-Fletcher-Powell penalty function method: A generalized iterative technique for solving parameter optimization problems

The Fletcher-Powell version of the Davidon variable metric unconstrained minimization technique is described. Equations that have been used successfully with the Davidon-Fletcher-Powell penalty function technique for solving constrained minimization problems and the advantages and disadvantages of using them are discussed. The experience gained in the behavior of the method while iterating is also related.

Johnson, I. L., Jr.↗

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Ortiz, Francisco↗

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗

A Fundamentally New Coupled Approach to Contact Mechanics via the Dirichlet‐Neumann Schwarz Alternating Method

Contact phenomena are crucial for understanding the behavior of mechanical systems. However, existing computational approaches for simulating mechanical contact often face numerical challenges, such as inaccurate physical predictions, energy conservation errors, and unwanted oscillations. Here, we introduce an alternative technique for simulating dynamic contact based on the non‐overlapping Schwarz alternating method, originally developed for domain decomposition. In multibody contact scenarios, this method treats each body as a separate, non‐overlapping domain and prevents interpenetration using an alternating Dirichlet–Neumann iterative process. This approach has a strong theoretical foundation, eliminates the need for contact constraints, and offers flexibility, making it ideal for multiscale and multiphysics applications. We conducted a numerical comparison between the Schwarz method and traditional methods, such as the Lagrange multiplier and penalty methods, focusing on a benchmark impact problem. Our results indicate that the Schwarz alternating method outperforms traditional methods in several key areas: it provides more accurate predictions for various measurable quantities and demonstrates exceptional energy conservation capabilities. To address unwanted oscillations in contact velocities and forces, we explored various algorithms and stabilization techniques, ultimately opting for the naïve‐stabilized Newmark scheme for its simplicity and effectiveness. Additionally, we validated the efficiency of the Schwarz method in a three‐dimensional impact problem, highlighting its inherent capacity to accommodate different mesh topologies, time‐integration schemes, and time steps for each interacting body.

Schwarz alternating method↗

ROCOPT: A user friendly interactive code to optimize rocket structural components

ROCOPT is a user-friendly, graphically-interfaced, microcomputer-based computer program (IBM compatible) that optimizes rocket components by minimizing the structural weight. The rocket components considered are ring stiffened truncated cones and cylinders. The applied loading is static, and can consist of any combination of internal or external pressure, axial force, bending moment, and torque. Stress margins are calculated by means of simple closed form strength of material type equations. Stability margins are determined by approximate, orthotropic-shell, closed-form equations. A modified form of Powell's method, in conjunction with a modified form of the external penalty method, is used to determine the minimum weight of the structure subject to stress and stability margin constraints, as well as user input constraints on the structural dimensions. The graphical interface guides the user through the required data prompts, explains program options and graphically displays results for easy interpretation.

Rule, William K.↗

Numerical Analysis Of Flows With FIDAP

Report presents an evaluation of accuracy of Fluid Dynamics Package (FIDAP) computer program. Finite-element code for analysis of flows of incompressible fluids and transfers of heat in multidimensional domains. Includes both available methods for treatment of spurious numerical coupling between simulated velocity and simulated pressure; namely, penalty method and mixed-interpolation method with variable choices of interpolation polynomials for velocity and pressure. Streamwise upwind (STU) method included as option for flows dominated by convection.

Sohn, Jeong L.↗

Velocity-pressure integrated versus penalty finite element methods for high Reynolds number flows

Velocity-pressure integrated and consistent penalty finite element computations of high Reynolds number laminar flows are presented. In both methods the pressure has been interpolated using linear shape functions for a triangular element which is contained inside the biquadratic flow element. It has been shown previously that the pressure interpolation method, when used in conjunction with the velocity-pressure integrated method, yields accurate computational results for high-Reynolds-number flows. It is shown in this paper that use of the same pressure interpolation method in the consistent penalty finite element method yields computational results which are comparable to those of the velocity-pressure integrated method for both the velocity and the pressure fields. Accuracy of the two finite element methods has been demonstrated by comparing the computational results with available experimental data and/or fine grid finite difference computational results. Advantages and disadvantages of the two finite element methods are discussed on the basis of accuracy and convergence nature. Example problems considered include a lid-driven cavity flow of Reynolds number 10000, a laminar backward-facing step flow and a laminar flow through a nest of cylinders.

Kim, S.-W.↗

Velocity-pressure integrated versus penalty finite element methods for high Reynolds number flows

Velocity-pressure integrated and consistent penalty finite element computations of high Reynolds number, laminar flows are presented. In both of the methods, the pressure has been interpolated using linear shape functions for a triangular element. The triangular element is contained inside the bi-quadratic isoparametric element. It has been reported previously that the pressure interpolation method, when used in the velocity-pressure integrated method, yielded accurate computational results for high Reynolds number flows. It is shown that use of the same pressure interpolation method in the consistent penalty finite element method yielded accurate velocity and pressure fields which were comparable to those obtained using the velocity-pressure integrated method. Accuracy of the two finite element methods has been demonstrated by comparing the computational results with available experimental data and/or fine-grid finite difference computational results. Advantages and disadvantages of the two methods are discussed on the basis of accuracy and convergence nature. Example problems considered include a lid-driven cavity flow for Reynolds number of 10,000, a laminar backward-facing step flow, a laminar flow through a nest of cylinders, and a channel flow with an internal blockage. A finite element computer program (NSFLOW/P) for the 2-D, incompressible Navier-Stokes equations is also presented.

Kim, Sang-Wook↗